Sampyo Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:118.69% (-24.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2959 | 5.08 | |
| 0.2307 | 4.24 | |
| 0.6427 | 12.46 | |
| -0.2084 | -2.67 | |
| 0.4152 | 3.48 | |
| -0.4828 | -5.29 | |
| 0.5545 | 6.34 | |
| -0.4216 | -4.60 | |
| 0.1322 | 1.34 | |
| 0.0576 | 0.65 |
Estimation Period:
Mar 16, 2006 to Feb 13, 2026
Mar 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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